Péter Csóka

Management Science and Operations Research · 2006–2010

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Péter Csóka trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lloyd S. Shapley
  2. H. Peyton Young
  3. Michel Denault
  4. Rama Cont
  5. Michael Kalkbrener
  6. Dirk Tasche
  7. C. Acerbi
  8. Emiliano A. Valdez
  9. A. Buch
  10. Hans Föllmer

Papers from Péter Csóka's perspective

Ordered by how strongly the researchers Péter Csóka trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Expected shortfall and beyond
  2. Coherent allocation of risk capital
  3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  4. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
  5. A Value for n-person Games
  6. Empirical properties of asset returns: stylized facts and statistical issues
  7. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  8. Stochastic Finance: An Introduction in Discrete Time
  9. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  10. Monotonic solutions of cooperative games

Their papers